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ASHS vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASHS vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF (ASHS) and Invesco DB US Dollar Index Bullish Fund (UUP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASHS achieves a 12.81% return, which is significantly higher than UUP's 5.44% return. Over the past 10 years, ASHS has underperformed UUP with an annualized return of 2.63%, while UUP has yielded a comparatively higher 3.17% annualized return.


ASHS

1D
-4.79%
1M
-0.10%
6M
1.16%
YTD
12.81%
1Y
44.88%
3Y*
13.36%
5Y*
3.07%
10Y*
2.63%

UUP

1D
0.39%
1M
1.97%
6M
4.47%
YTD
5.44%
1Y
8.28%
3Y*
5.86%
5Y*
5.89%
10Y*
3.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASHS vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASHS
Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF
12.81%39.48%2.68%-10.03%-24.78%17.66%28.22%24.53%-35.91%7.90%
UUP
Invesco DB US Dollar Index Bullish Fund
5.44%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%

Correlation

The correlation between ASHS and UUP is -0.26, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.26

Correlation (3Y)
Calculated over the trailing 3-year period

-0.25

Correlation (5Y)
Calculated over the trailing 5-year period

-0.28

Correlation (10Y)
Calculated over the trailing 10-year period

-0.21

Correlation (All Time)
Calculated using the full available price history since May 21, 2014

-0.15

The correlation between ASHS and UUP shifts across timeframes, from -0.28 (5 years) to -0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ASHS vs. UUP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASHS
ASHS Risk / Return Rank: 6969
Overall Rank
ASHS Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ASHS Sortino Ratio Rank: 6666
Sortino Ratio Rank
ASHS Omega Ratio Rank: 6464
Omega Ratio Rank
ASHS Calmar Ratio Rank: 7878
Calmar Ratio Rank
ASHS Martin Ratio Rank: 6868
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 5151
Overall Rank
UUP Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 5050
Sortino Ratio Rank
UUP Omega Ratio Rank: 4949
Omega Ratio Rank
UUP Calmar Ratio Rank: 5757
Calmar Ratio Rank
UUP Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASHS vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF (ASHS) and Invesco DB US Dollar Index Bullish Fund (UUP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ASHSUUPDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.31

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

3.21

2.28

+0.94

Martin ratioReturn relative to average drawdown

9.73

6.26

+3.47

ASHS vs. UUP - Sharpe Ratio Comparison

The current ASHS Sharpe Ratio is 1.81, which is higher than the UUP Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of ASHS and UUP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ASHS vs. UUP - Drawdown Comparison

The maximum ASHS drawdown since its inception was -69.90%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for ASHS and UUP.


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Drawdown Indicators


ASHSUUPDifference

Max Drawdown

Largest peak-to-trough decline

-69.90%

-22.19%

-47.71%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-3.65%

-10.38%

Max Drawdown (3Y)

Largest decline over 3 years

-34.13%

-10.05%

-24.08%

Max Drawdown (5Y)

Largest decline over 5 years

-47.81%

-10.37%

-37.44%

Max Drawdown (10Y)

Largest decline over 10 years

-47.81%

-14.24%

-33.57%

Current Drawdown

Current decline from peak

-34.89%

-1.26%

-33.63%

Average Drawdown

Average peak-to-trough decline

-48.41%

-8.88%

-39.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

1.33%

+3.29%

Volatility

ASHS vs. UUP - Volatility Comparison

Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF (ASHS) has a higher volatility of 11.00% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.45%. This indicates that ASHS's price experiences larger fluctuations and is considered to be riskier than UUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASHSUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.00%

1.45%

+9.55%

Volatility (6M)

Calculated over the trailing 6-month period

19.84%

4.34%

+15.50%

Volatility (1Y)

Calculated over the trailing 1-year period

24.93%

6.03%

+18.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.85%

7.22%

+19.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.73%

6.90%

+18.83%

ASHS vs. UUP - Expense Ratio Comparison

ASHS has a 0.65% expense ratio, which is lower than UUP's 0.75% expense ratio.


Dividends

ASHS vs. UUP - Dividend Comparison

ASHS has not paid dividends to shareholders, while UUP's dividend yield for the trailing twelve months is around 3.25%.


PositionTTM20252024202320222021202020192018201720162015
ASHS
Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF
0.00%0.00%0.69%0.65%1.90%0.76%0.43%0.57%0.00%0.00%0.00%8.34%
UUP
Invesco DB US Dollar Index Bullish Fund
3.25%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%0.00%0.00%

Frequently Asked Questions


ASHS and UUP have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASHS has higher volatility (11.00%) compared to UUP (1.45%). In terms of maximum drawdown, ASHS dropped -69.90% vs UUP's -22.19%.

On 10-year performance, UUP leads with 3.17% vs 2.63% for ASHS. On fees, ASHS is cheaper at 0.65% per year. On volatility, UUP has been the lower-risk option at 1.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UUP has performed better with a 3.17% return vs 2.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ASHS is cheaper with a 0.65% expense ratio, compared with 0.75% for UUP.

UUP has the higher dividend yield at 3.25%, compared with 0.00% for ASHS.

ASHS is categorized as China Equities, while UUP is Currency. ASHS tracks CSI 500 Index, while UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index. They also come from different issuers: Deutsche Bank and Invesco. Their fees differ too: 0.65% for ASHS and 0.75% for UUP.

ASHS currently has the higher Sharpe Ratio (1.81 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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